-23.4%
CEG vs RCL
+31.1%
-54.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | +1.7% | +8.5% | -6.9% | +0.1% |
| 30D | -10.2% | +20.4% | -30.6% | -13.4% |
| 3M | -0.8% | +11.0% | -11.8% | -3.2% |
| 6M | -11.5% | +24.9% | -36.4% | -15.7% |
| YTD | -23.9% | +23.9% | -47.7% | -27.7% |
| All | -23.4% | +31.1% | -54.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling